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News

18 AUG 2022
USD Libor Transition News

In anticipation of the cessation or the non-representativeness of the LIBOR settings, Société Générale as Index Sponsor has decided to modify the Index Rules of the below indices to replace USD LIBOR with corresponding USD RFR and RFR swap (adjusted for economic equivalence).

SGIXDF04/SGIXDF05/SGIXDF06/SGIXDF07/SGDFRESJ/SGDFWLJY/SGDFVAUS/SGDFVAAU/SGMD1312/SGMD1403/SGMD1406/SGMD1409/SGMD1412/SGMD1503/SGMDCALU/SGMDCALA/SGFI5US/SGFI5AU.

Below is the summary of the changes. For the avoidance of doubt, one index may be affected by only one or more changes depending on the rates used in the respective methodology. For more specific inquiries and updated version of specific index rules, please feel free to reach out to the Index Sponsor.

·         The 3 month USD LIBOR rate (US0003M Index) is replaced by United States Secured Overnight Financing Rate (SOFRRATE Index) + 0.26%.

·         The 5 years index swap rate for USD (USSW5 CMPN Curncy)  is replaced by the 5 years overnight index swap rate for USD (USOSFR5 CMPN Curncy) + 0.26%.

·         The 10 years index swap rate for USD (USSW10 CMPN Curncy)  is replaced by the 10 years overnight index swap rate for USD (USOSFR10 CMPN Curncy) + 0.26%.

Such changes are effective as of the close of 31 st August 2022.

6 JUL 2022
Change in SGI Leveraged on MSCI Singapore Index Family calculation

Effective from 18 July 2022, with respect to the SGI 7x Daily Leveraged Index on MSCI Singapore Index (SGIXSP7L) , the SGI 5x Daily Leveraged Index on MSCI Singapore Index (SGIXSP5L), the SGI -7x Daily Inverse Index on MSCI Singapore Index (SGIXSP7S) and the SGI -5x Daily Inverse Index on MSCI Singapore Index (SGIXSP5S), the Opening Time will be amended to 8:30 AM Singapore Time for the purpose of the real-time calculation as well as built-in Air Bag Mechanism in order to take into account the pre-opening session of the Singapore Exchange listed constituents of the Underlying Indices.

For any further question, do not hesitate to reach out to us.

Top Ten

Nom Perf. MTD Perf. YTD
SGI Cotton Static Roll Index +16.50 % +19.33 %
SGI 7x Daily Leverage on MSCI Singapore +16.10 % -67.77 %
Silver Futures x10 short Leveraged Index +15.76 % +160.65 %
SGI Interest Rates Strangle Premium Euro Index +14.83 % +43.12 %
SGI Natural Gas Static Roll Index +11.33 % +153.34 %
Bio Energy Index +8.72 % +17.73 %
SG Wellness And Healthy Living Index +8.35 % -13.04 %
World Alternative Energy Index +7.09 % +7.52 %
SGI Short Brent +6.94 % -42.89 %
Silver Futures x2 Short Leveraged Index +6.93 % +26.09 %